See what your fund actually adds
JPMorgan U.S. Large Cap Value Plus ETF JLVP
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JLVP | Replication |
|---|---|---|
| Annualized growth | 3.5% | 0.3% |
| Annualized volatility | 9.9% | 8.9% |
| Sharpe ratio | 0.39 | 0.07 |
| Maximum drawdown | 4.2% | 4.3% |
| Replication fit (R²) | 0.88 · Tracking error 3.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model JLVP’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHQ | Factor · Quality | 39.4% |
| XLY | Sector · Cons Discr | 30.4% |
| VOX | Sector · Communication | 15.1% |
| XLF | Sector · Financials | 15.0% |